{"product_id":"machine-learning-for-factor-investing-python-version-9780367639723","title":"Machine Learning for Factor Investing: Python Version","description":"\u003cp\u003eMachine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the jargon and coding requirements may seem out-of-reach. \u003cb\u003eMachine learning for factor investing: Python version\u003c\/b\u003e bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.\u003c\/p\u003e\u003cp\u003eThe book covers a wide array of subjects which range from economic rationales to rigorous portfolio back-testing and encompass both data processing and model interpretability. Common supervised learning algorithms such as tree models and neural networks are explained in the context of style investing and the reader can also dig into more complex techniques like autoencoder asset returns, Bayesian additive trees and causal models.\u003c\/p\u003e\u003cp\u003eAll topics are illustrated with self-contained Python code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material is available online so that readers can reproduce and enhance the examples at their convenience. If you have even a basic knowledge of quantitative finance, this combination of theoretical concepts and practical illustrations will help you learn quickly and deepen your financial and technical expertise.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=AUTH-13429036\"\u003eGuillaume Coqueret\u003c\/a\u003e, \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=AUTH-12140986\"\u003eTony Guida\u003c\/a\u003e\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/08\/2023\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 340\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.37lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 10.00h x 7.00w x 0.74d\u003cbr\u003e\u003cb\u003eISBN13:\u003c\/b\u003e 9780367639723\u003cbr\u003e\u003cb\u003eISBN10:\u003c\/b\u003e 0367639726\u003cbr\u003e\u003cb\u003eBISAC Categories:\u003c\/b\u003e\u003cbr\u003e- \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=CAT-MAT\"\u003eMathematics\u003c\/a\u003e | \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=BISAC-MAT029000\"\u003eProbability \u0026amp; Statistics | General\u003c\/a\u003e\u003cbr\u003e- \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=CAT-BUS\"\u003eBusiness \u0026amp; Economics\u003c\/a\u003e | \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=BISAC-BUS036000\"\u003eInvestments \u0026amp; Securities | General\u003c\/a\u003e\u003cbr\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eGuillaume Coqueret\u003c\/strong\u003e is associate professor of finance and data science at EMLYON Business School. His recent research revolves around applications of machine learning tools in financial economics. \u003c\/p\u003e\u003cp\u003eTony Guida is co-head of Systematic Macro at RAM Active Investments. He is the editor and co-author of \u003ci\u003eBig Data and Machine Learning in Quantitative Investment\u003c\/i\u003e.\u003c\/p\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"CRC Press","offers":[{"title":"Default Title","offer_id":44564900446445,"sku":"9780367639723","price":142.48,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0550\/8097\/6621\/products\/img_9483e084-029e-4f50-bdde-e474200810ca.jpg?v=1701856520","url":"https:\/\/sureshotbooks.com\/es\/products\/machine-learning-for-factor-investing-python-version-9780367639723","provider":"SureShot Books Publishing LLC","version":"1.0","type":"link"}